Actually if I remember that like 40 minute interview with Todd Howard he said there would be LESS locations than oblivion but they would be more unique.
Depends on what you count as "locations" in Oblivion. The in-game map and most guides counted such things as doomstones, shrines to the nine, Aeyleid wells, landmarks, etc. as "locations". Even though most of those locations were identical to each other and had nothing to do at them that lasted more than 2 seconds. Basically things like - "Yep. That's the same shrine I've seen everywhere." or "Yep. There's a rock."
Add in the near identical nature of forts, Aeyleid ruins, (caves had some more variety, but not much), and mines that induced chronic
deja vu, and I'm not sure Oblivion wins in any comparison based strictly off numbers. And I don't even know that Oblivion had more locations than Skyrim or not.
What I can say is that every location I've been to in Skyrim has been extremely unique. Excavation sites. Ice caves. A vampire haven in a castle collapsed down a sink hole. Flooded caves. Sunken ship wrecks. Burned out villages. Hunting camps on glaciers and icebergs. Dwemer ruins that go down hundreds and hundreds of feet. Tombs. Labyrinths. And yes, forts. The increase in quality and diversity of locations is readily apparent. And while most of the dungeons in Oblivion were similar in size, in Skyrim they vary wildly, from short little 15 minute romps through an interesting location to massive 2-3 hour dungeon delves where you forget what sunlight looks like.
And I haven't even been to every city in Skyrim yet and I'm 60 hours into the game! Because I keep getting distracted by
more locations. And the "tiny" hamlets and villages in Skyrim are often nearly as big as the main cities were in Oblivion, while the main cities in Skyrim are simply huge.
So in other words, the OPs original question isn't the one to ask. Quality over quantity I'd say. And in Skyrim we appear to be getting both.